Sometimes it takes a long time for it to finish and that's all you'll see. With the reliability of Windows Update, however, it may also just never continue once it's finished updating. Press CTRL + SHIFT + ESC to open Task Manager, on the Applications tab, press New Task, type "explorer", and press ENTER. Another option is to boot into Safe Mode by holding down F5 after the POST screen, then run System Restore in the Start > All Programs > Accessories > System Tools. (I forget whether that is an option for SP2 or not)
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